Date | Average Spread | Last Best Bid Price | Last Best Ask Price | Last Best Bid Volume | Last Best Ask Volume | Average Buy Volume | Average Sell Volume | Average Buy Value | Average Sell Value | Spreads Availability Ratio | Quote Availability |
---|---|---|---|---|---|---|---|---|---|---|---|
16.05.2024 | 3.89% | 0.26 CHF | 0.27 CHF | 760'000 | 760'000 | 375'750 | 375'750 | 98'309 CHF | 102'092 CHF | 100.00% | 100.00% |
15.05.2024 | 4.14% | 0.27 CHF | 0.28 CHF | 760'000 | 760'000 | 372'800 | 372'800 | 94'388 CHF | 98'148 CHF | 99.99% | 99.99% |
14.05.2024 | 3.70% | 0.25 CHF | 0.26 CHF | 740'000 | 740'000 | 381'979 | 381'979 | 103'089 CHF | 106'925 CHF | 100.00% | 100.00% |
13.05.2024 | 3.49% | 0.28 CHF | 0.28 CHF | 760'000 | 760'000 | 386'154 | 386'154 | 110'540 CHF | 114'420 CHF | 99.86% | 99.86% |
10.05.2024 | 3.58% | 0.32 CHF | 0.33 CHF | 790'000 | 790'000 | 376'511 | 376'511 | 108'921 CHF | 112'704 CHF | 100.00% | 100.00% |
08.05.2024 | 3.60% | 0.28 CHF | 0.30 CHF | 760'000 | 760'000 | 374'027 | 374'027 | 106'916 CHF | 110'676 CHF | 96.51% | 96.51% |
07.05.2024 | 4.09% | 0.25 CHF | 0.26 CHF | 740'000 | 740'000 | 360'967 | 360'967 | 90'663 CHF | 94'291 CHF | 97.41% | 97.41% |
06.05.2024 | 4.14% | 0.25 CHF | 0.26 CHF | 730'000 | 730'000 | 361'983 | 361'983 | 87'091 CHF | 90'725 CHF | 98.41% | 98.41% |
03.05.2024 | 3.81% | 0.28 CHF | 0.28 CHF | 750'000 | 750'000 | 363'086 | 363'086 | 95'599 CHF | 99'246 CHF | 99.98% | 99.98% |
02.05.2024 | 3.88% | 0.28 CHF | 0.28 CHF | 730'000 | 730'000 | 358'755 | 358'755 | 96'308 CHF | 99'911 CHF | 99.99% | 99.99% |